平板边界层转捩过程中低频信号的产生

利用Fourier频谱分析和小波变换处理在平板边界层转捩过程中测得的速度信号,观察到频谱中存在低于基本扰动波频率的含能信号,即文中所谓的低频信号.在进一步分析中,发现这种低频信号的产生可能与流动的间歇性有关.由于流动的间歇性导致速度信号的脉动,数据结构产生间歇变化,这种信号并不一定对应于流场中的某一物理结构的真实频率 关键词： 边界层 转捩 Fourier频谱分析 小波变换     

Application of the holographic carrier fringe and FFT technique for deformation measurement

This paper describes a holographic system based on the use of fibre optics and automatic spatial carrier fringe pattern analysis. Carrier fringes are generated by simply translating the object beam between two exposures. Single-mode optical fibres are used to transfer both the object and reference beams. The fast Fourier transform method is used to process the interferograms: it extracts phase from fringe patterns resulting from the interference of tilted wavefronts. The method is illustrated by measuring the deformation of an arbitrarily clamped, uniformly loaded circular plate. The results are given for the perspective plot of the out-of-plane deformation field, the maps of wrapped and unwrapped phase, and a contour map of the unwrapped phase.     

Fast evaluation of trigonometric polynomials from hyperbolic crosses

The discrete Fourier transform in d dimensions with equispaced knots in space and frequency domain can be computed by the fast Fourier transform (FFT) in arithmetic operations. In order to circumvent the ‘curse of dimensionality’ in multivariate approximation, interpolations on sparse grids were introduced. In particular, for frequencies chosen from an hyperbolic cross and spatial knots on a sparse grid fast Fourier transforms that need only arithmetic operations were developed. Recently, the FFT was generalised to nonequispaced spatial knots by the so-called NFFT. In this paper, we propose an algorithm for the fast Fourier transform on hyperbolic cross points for nonequispaced spatial knots in two and three dimensions. We call this algorithm sparse NFFT (SNFFT). Our new algorithm is based on the NFFT and an appropriate partitioning of the hyperbolic cross. Numerical examples confirm our theoretical results.     

跳跃-扩散模型资产定价公式的数值计算方法

假定资产价格变化过程服从跳跃-扩散过程,那么基于它的欧式期权就满足一个偏积分-微分方程（PIDE）,本文利用差分法来离散这个PIDE方程,用两种迭代方法得到方程的数值解：基于雅可比正则分裂法和预条件共轭梯度法.     

A fast numerical method for harmonic equation based on natural boundary integral

Based on the coupling of the natural boundary integral method and the finite elements method, we mainly investigate the numerical solution of Neumann problem of harmonic equation in an exterior elliptic. Using our trigonometric wavelets and Galerkin method, there obtained stiffness matrix is symmetrical and circulant, which lead us to a fast numerical method based on fast Fourier transform. Furthermore, we do not need to compute the entries of the stiffness matrix. On the other hand, we prove that the numerical solution possesses exponential convergence rate. Especially, examples state that our method still has good accuracy for small j when the solution u ₀(θ) is almost singular.     

Smoothing Windows for the Synthesis of Gaussian Stationary Random Fields Using Circulant Matrix Embedding

When generating Gaussian stationary random fields, a standard method based on circulant matrix embedding usually fails because some of the associated eigenvalues are negative. The eigenvalues can be shown to be nonnegative in the limit of increasing sample size. Computationally feasible large sample sizes, however, rarely lead to nonnegative eigenvalues. Another solution is to extend suitably the covariance function of interest so that the eigenvalues of the embedded circulant matrix become nonnegative in theory. Though such extensions have been found for a number of examples of stationary fields, the method depends on nontrivial constructions in specific cases.

In this work, the embedded circulant matrix is smoothed at the boundary by using a cutoff window or overlapping windows over a transition region. The windows are not specific to particular examples of stationary fields. The resulting method modifies the standard circulant embedding, and is easy to use. It is shown that this straightforward approach works for many examples of interest, with the overlapping windows performing consistently better. The method even outperforms in the cases where extending the covariance leads to nonnegative eigenvalues in theory, in the sense that the transition region is considerably smaller. The Matlab code implementing the method is included in the online supplementary materials and also publicly available at www.hermir.org.     

Preconditioning techniques for an image deblurring problem

In this paper, we consider the solution of a large linear system of equations, which is obtained from discretizing the Euler–Lagrange equations associated with the image deblurring problem. The coefficient matrix of this system is of the generalized saddle point form with high condition number. One of the blocks of this matrix has the block Toeplitz with Toeplitz block structure. This system can be efficiently solved using the minimal residual iteration method with preconditioners based on the fast Fourier transform. Eigenvalue bounds for the preconditioner matrix are obtained. Numerical results are presented. Copyright © 2016 John Wiley & Sons, Ltd.     

求鳞状因子循环矩阵的逆阵及广义逆阵的快速付氏变换法

借助快速付立叶变换(FFT),本文给出一种求n阶鳞状因子循环矩阵的逆阵、自反g-逆、群逆、Moore-Penrose逆的快速算法,该算法的计算复杂性为O(nlog2n),最后给出的两个数值算例表明了该算法的有效性.